You should never delete the program files directly. Doing so won't bypass the protection and will block all internet connections. If you have done so, then please run the Setup to install it again, then you can use its uninstaller to properly uninstall it.
If you use Outlook Express to access your hotmail/msn email accounts, then Outlook Express will not be able to access those accounts if you have denied all the web browsers. This is because Outlook Express uses port 80 (same to the port used by web browsers) to access hotmail/msn servers. You can add an additional rule "[Allow] [<Path to Outlook Express>] [Any Port]" to allow Outlook Express while blocking web browsers.
Internet Lock doesn't allow to delete all of those internet time servers. It must keep at least one server. If you don't want to use internet time feature, you can just disable the option, don't need to remove the servers.
Those are the indicators for important status of Internet Lock:
Windows uses port 137 for NetBIOS. When a program tries to browse for a file (e.g. File/Open), Windows may automatically create a connection on port 137. If you have protected port 137, or a rule with [Any Port] or port range (e.g. 1-65535) protected it, Internet Lock may ask for password on the program, or deny the connection (depending on what the action is in the rule).
Normally this is done by using UDP protocol. Old version (5.1 and earlier) of Internet Lock didn't protect UDP, so it would never capture this. Version 5.2 and later also protects UDP connections, so it may ask for password or show notification messages.
Safari cannot be protected by its main program "Safari.exe", because it actually uses another program to access internet. That program is WebKit2WebProcess.exe, located in the sub-folder "Apple Application Support" of Safari installation folder. If you installed Safari to default location, that full path should be:
C:\Program Files\Safari\Apple Application Support\WebKit2WebProcess.exe
You can use a rule to protect that program, or you can simply use a rule to protect all web browsers on port 80, 443, without the need of taking care of individual programs.
That option has been removed in version 6.0 to make internal database working better.
All connections actually only contain IP addresses. Converting IP addresses to domain names uses extra resources and CPU time. By default Internet Lock will not convert IPs to domains when it doesn't need domain names (e.g. there is no domain in all rules). This is an important feature to speed up, please read the help document for more information.
You can force it to use domain names even when it's unnecessary, by enabling the option "Force converting IP to domain name" (Home -> Advanced Settings -> Advanced Settings). Once you enabled the option, Internet Lock always converts IPs to domains first before it checks internet connections agaist rules.